In recent years the branch-and-cut method, a synthesis of the classical branch-and-bound and cutting plane methods, has proven to be a highly successful approach to solving large-scale integer programs to optimality. This is especially true for mixed 0-1 and pure 0-1 problems. However, other approaches to integer programming are possible. One alternative is provided by so-called augmentation al...

This paper is concerned with an optimization problem associated with a rebalancing schedule of a large scale fund subject to nonconvex transaction cost. We will formulate this problem as a 0-1 mixed integer programming problem under linear constraints using absolute deviation as the measure of risk. This problem can be solved by an integer programming software if the size of the universe is sma...

In this contribution we apply different approaches to solve four rather different MINLP problems: special extensions to time-indexed formulations of production planning problems, a production planning problem in BASF’s petrochemical division, a site analysis of one of BASF’s bigger sites, and a process design problem. The first problem is related to a useful nonlinear extension of production pl...

Decomposition has proved to be one of the more effective tools for the solution of large-scale problems, especially those arising in stochastic programming. A decomposition method with wide applicability is Benders’ decomposition, and has been applied to both stochastic programming, as well as integer programming problems. However, this method of decomposition relies on convexity of the value f...

Robust supplier selection problem, in a scenario-based approach has been proposed, when the demand and exchange rates are subject to uncertainties. First, a deterministic multi-objective mixed integer linear programming is developed; then, the robust counterpart of the proposed mixed integer linear programming is presented using the recent extension in robust optimization theory. We discuss dec...

over the two last decades, distribution companies have been aware of the importance of paying attention to the all aspects of a distribution system simultaneously to be successful in the global market. these aspects are the economic, the environmental, the social and the safety aspects. in the vehicle routing problem (vrp) literature, the economic issue has often been used, while the environmen...

in some industries as foundries, it is not technically feasible to interrupt a processor between jobs. this restriction gives rise to a scheduling problem called no-idle scheduling. this paper deals with scheduling of no-idle open shops to minimize maximum completion time of jobs, called makespan. the problem is first mathematically formulated by three different mixed integer linear programming...

in this paper, a mathematical method is proposed to formulate a generalized ordering problem. this model is formed as a linear optimization model in which some variables are binary. the constraints of the problem have been analyzed with the emphasis on the assessment of their importance in the formulation. on the one hand, these constraints enforce conditions on an arbitrary subgraph and then g...